A uniform high-order method for a singular perturbation problem in conservative form (Q1206662)

The authors present a uniform high-order method for the numerical solution of a singular perturbation problem in conservative form. They replace the original second-order problem (1) \(\varepsilon u''+(a(x)u)'=f(x)\), for \(0<x<1\), \(u(0)=\mu_ 0\), \(u(1)=\mu_ 1\), (where \(\varepsilon\) is a parameter in \((0,1]\), \(a(x)>a>0\), and \(a(\cdot)\) and \(f\) have certain smoothness properties) by two equivalent first-order problems (2) \(\varepsilon u_ i'(x)+a(x)u_ i(x)=G_ i(x)\) (\(i=1,2\)), \(u_ i(0)=D_ i\), where \(G_ i(x)=\int_ 0^ x F_ i(x)dx+E_ i+a(0)D_ i\), \(F_ 1=f\), \(F_ 2\equiv 0\), \(E_ 1=D_ 2=0\), \(D_ 1=\mu_ 0\), \(E_ 2=1/\varepsilon\). They derive a uniformly \(O(h^{m+1})\) accurate scheme for the first- order problems (2) and so they can get a uniformly \(O(h^{m+1})\) accurate solution of the original problem (1).